Soc. Generale Call 24200 NDX.X 21.../  DE000SW7EFT7  /

EUWAX
31/05/2024  17:17:17 Chg.-0.160 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.630EUR -20.25% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 24,200.00 USD 21/03/2025 Call
 

Master data

WKN: SW7EFT
Issuer: Société Générale
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,200.00 USD
Maturity: 21/03/2025
Issue date: 07/03/2024
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 234.07
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.14
Parity: -52.20
Time value: 0.73
Break-even: 22,380.23
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.40
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.07
Theta: -0.69
Omega: 15.94
Rho: 8.75
 

Quote data

Open: 0.740
High: 0.810
Low: 0.630
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.62%
1 Month  
+3.28%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.630
1M High / 1M Low: 1.070 0.610
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   0.878
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -